64 citations · 176 across the 3 of their papers we have counts for
5 papers
Statistical analysis of the overnight and daytime return
Fengzhong Wang, Shwu-Jane Shieh, Shlomo Havlin +1
We investigate the two components of the total daily return (close-to-close), the overnight return (close-to-open) and the daytime return (open-to-close), as well as the correspond…
Are volatility correlations in financial markets related to Omori processes occurring on all scales?
Philipp Weber, Fengzhong Wang, Irena Vodenska-Chitkushev +2
We analyze the memory in volatility by studying volatility return intervals, defined as the time between two consecutive fluctuations larger than a given threshold, in time periods…
Optimal Paths in Complex Networks with Correlated Weights: The World-wide Airport Network
Zhenhua Wu, Lidia A. Braunstein, Vittoria Colizza +3
We study complex networks with weights, , associated with each link connecting node and . The weights are chosen to be correlated with the network topology in the fo…
Transport in weighted networks: Partition into superhighways and roads
Zhenhua Wu, Lidia A. Braunstein, Shlomo Havlin +1
Transport in weighted networks is dominated by the minimum spanning tree (MST), the tree connecting all nodes with the minimum total weight. We find that the MST can be partitioned…
Optimization of Robustness of Complex Networks
G. Paul, T. Tanizawa, S. Havlin +1
Networks with a given degree distribution may be very resilient to one type of failure or attack but not to another. The goal of this work is to determine network design guidelines…